+88.9%
JNJ vs AMDL
+47.6%
+41.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +22.3% | -20.8% | +2.0% |
| 7D | +1.1% | -26.2% | +27.3% | +0.5% |
| 30D | +6.9% | -57.1% | +64.0% | +4.8% |
| 3M | +8.0% | -29.8% | +37.9% | +7.8% |
| 6M | +24.3% | -22.2% | +46.5% | +25.0% |
| YTD | +35.6% | +142.1% | -106.5% | +39.9% |
| 1Y | +51.1% | +85.8% | -34.8% | +55.2% |
| All | +88.9% | +47.6% | +41.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling